-82.4%
NVD vs MULL
+2,366.2%
-2,448.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -9.3% | +13.8% | +1.6% |
| 7D | +9.0% | +3.6% | +5.4% | +10.7% |
| 30D | -5.5% | +22.0% | -27.5% | +2.5% |
| 3M | -24.6% | -8.6% | -16.0% | -14.5% |
| 6M | -42.1% | +248.5% | -290.6% | +27.7% |
| YTD | -44.3% | +516.3% | -560.6% | +70.9% |
| 1Y | -54.2% | +2,036.6% | -2,090.8% | +199.2% |
| All | -82.4% | +2,366.2% | -2,448.5% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MULL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling